Varlı, Yusuf
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Araştırma projeleri
Organizasyon Birimleri
Yönetim Bilimleri Fakültesi, İktisat Bölümü
İktisat Bölümü, başta Türkiye ve çevre ülkeler olmak üzere küresel ekonomileri anlayan, var olan sorunları analiz ederken, iktisadi kuramları ve kavramları yetkin ve özgün bir şekilde kullanma becerisine sahip bireyler yetiştirmeyi amaçlamaktadır.
Adı Soyadı
Yusuf Varlı
İlgi Alanları
İş ekonomisi, Fizik, Din
Kurumdaki Durumu
Pasif Personel
2 sonuçlar
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Yayın An empirical investigation of the determinants of market efficiency in Borsa Istanbul(Springer, 2021) Şahin, Ebubekir Sıddık; Varlı, Yusuf; Yönetim Bilimleri Fakültesi, İktisat BölümüFollowing the last global financial crisis, efficiencies of stock markets have come to sight as a novel area of research. The question of what factors shape the efficiency of the stock market is naturally always of a curiosity in theory and practice. In line with the framework of this curiosity, this study examines the main determinants that play a crucial role in the efficiency of a certain stock market, Borsa Istanbul. Our study contributes to the literature by using five years and daily data belonging to both individual and institutional investors. We here aim to specify the ten determinants of market efficiency which are categorized under investor-based, market-based and country-based determinants. According to the three different regressions and VAR analysis, the results indicate the strong relationship between the market efficiency and the specified determinants such as turnover, market volatility, the share of foreign investors and interest rate.Yayın Determinants of market efficiency: evidence from Borsa Istanbul(T.C. Merkez Bankası, 2018) Şahin, Ebubekir Sıddık; Varlı, Yusuf; Yönetim Bilimleri Fakültesi, İktisat BölümüFollowing the last global financial crisis, efficiencies of stock markets have come to sight as a novel area of research. The question of what factors shape the efficiency of the stock market is naturally always of a curiosity in theory and practice. In line with the framework of this curiosity, this study examines the determinants that play a crucial role in the efficiency of a certain stock market, Borsa Istanbul. Our study contributes to the literature by using five years and daily data for both individual and institutional investors. We here aim to specify the nine determinants of efficiency which are categorized under investor-based, market-based and country-based determinants. According to the three different regressions and VAR analysis, the model indicates the strong relationship between the efficiency and the specified determinants. The results illustrate that market efficiency has a statistically significant relationship with turnover, market volatility, the share of foreigners and interest rate